TDTF vs IMFL

Comparison between FLEXSHARES IBOXX 5-YEAR TARGET DURATION TIPS INDEX FUND (TDTF, ETF) and INVESCO INTERNATIONAL DEVELOPED DYNAMIC MULTIFACTOR ETF (IMFL, ETF).

5-Year PerformanceIMFL has outperformed TDTF, delivering a return of +9.6% compared to +1.8%

TDTF vs IMFL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TDTF(ETF)	IMFL(ETF)
Net Assets	$1B	$1B
Expense Ratio	0.18%	0.34%
Max Drawdown	20.88%	37.18%
Sharpe Ratio	0.14	1.65
5Y Beta	0.02	0.65
5Y Dividends CAGR	17.47%	N/A

Net Assets

TDTF

$1B

IMFL

$1B

Expense Ratio

Winner

TDTF

0.18%

IMFL

0.34%

Max Drawdown

Winner

TDTF

20.88%

IMFL

37.18%

Sharpe Ratio

TDTF

0.14

Winner

IMFL

1.65

5Y Beta

Winner

TDTF

0.02

IMFL

0.65

5Y Dividends CAGR

TDTF

17.47%

IMFL

N/A

TDTF vs IMFL - Historical Returns

Returns include dividend reinvestment.

Period	TDTF	IMFL
1 month	-0.39%	+3.89%
3 months	-0.38%	+10.47%
6 months	+0.88%	+20.47%
1 year	+4.06%	+34.16%
5 years(CAGR)	+1.81%	+9.59%
10 years(CAGR)	+2.85%	N/A
Max(CAGR)	+2.23%	+9.99%

TDTF

-0.39%

Winner

IMFL

+3.89%

TDTF

-0.38%

Winner

IMFL

+10.47%

TDTF

+0.88%

Winner

IMFL

+20.47%

TDTF

+4.06%

Winner

IMFL

+34.16%

5Y(CAGR)

TDTF

+1.81%

Winner

IMFL

+9.59%

10Y(CAGR)

TDTF

+2.85%

IMFL

N/A

Max(CAGR)

TDTF

+2.23%

Winner

IMFL

+9.99%

TDTF vs IMFL - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	TDTF	IMFL
2026	+1.16%	+17.06%
2025	+7.74%	+31.90%
2024	+2.49%	-2.58%
2023	+3.79%	+24.95%
2022	-9.44%	-17.34%
2021	+5.37%	+6.95%
2020	+9.63%	N/A
2019	+7.99%	N/A
2018	-0.66%	N/A
2017	+1.85%	N/A
2016	+3.95%	N/A
2015	-0.97%	N/A
2014	-0.56%	N/A
2013	-4.95%	N/A
2012	+5.67%	N/A
2011	+0.65%	N/A

TDTF vs IMFL Drawdown Comparison

The maximum drawdown for TDTF was -12.00%, occurring on Nov 3, 2022. Recovery took 771 trading sessions.

The maximum drawdown for IMFL was -33.25%, occurring on Sep 27, 2022. Recovery took 618 trading sessions.

The current TDTF drawdown is -1.07%.

Rank	TDTF	IMFL
#1	-12.00% Mar 8, 2022 - Apr 3, 2025	-33.25% Sep 15, 2021 - Mar 1, 2024
#2	-9.60% Mar 5, 2020 - Apr 15, 2020	-13.52% Sep 26, 2024 - May 2, 2025
#3	-6.85% Sep 14, 2012 - Sep 7, 2017	-11.77% Feb 25, 2026 - May 29, 2026
#4	-4.11% Nov 17, 2021 - Mar 7, 2022	-8.36% May 21, 2024 - Aug 21, 2024
#5	-3.08% Sep 7, 2017 - Feb 20, 2019	-6.84% Jun 7, 2021 - Sep 3, 2021
#6	-2.56% Apr 3, 2025 - Jun 24, 2025	-4.82% Mar 20, 2024 - May 9, 2024
#7	-2.21% Feb 10, 2021 - Apr 28, 2021	-4.72% Aug 23, 2024 - Sep 26, 2024
#8	-2.09% Nov 18, 2011 - Jan 25, 2012	-4.65% Nov 12, 2025 - Dec 5, 2025
#9	-1.98% Sep 22, 2011 - Nov 1, 2011	-4.36% Jun 2, 2026 - Jun 18, 2026
#10	-1.89% Aug 29, 2019 - Jan 3, 2020	-4.01% May 7, 2021 - May 28, 2021
#11	-1.77% Apr 15, 2020 - Jun 1, 2020	-3.45% Jul 23, 2025 - Aug 22, 2025
#12	-1.58% Feb 27, 2026 - Apr 14, 2026	-2.87% Sep 11, 2025 - Oct 1, 2025
#13	-1.44% May 1, 2026 - Jun 17, 2026	-2.78% Aug 22, 2025 - Sep 11, 2025
#14	-1.25% Feb 28, 2012 - Apr 11, 2012	-2.72% Jun 30, 2025 - Jul 23, 2025
#15	-1.24% May 10, 2021 - Jul 2, 2021	-2.68% Feb 24, 2021 - Mar 9, 2021

Correlation

Correlation between TDTF and IMFL is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2011 - 2026)

TDTF vs IMFL dividend yield comparison.

Year	TDTF	IMFL
2026	2.03%	0.85%
2025	4.58%	2.88%
2024	3.98%	3.56%
2023	3.97%	3.85%
2022	7.60%	3.35%
2021	4.55%	3.94%
2020	1.13%	0.00%
2019	1.80%	0.00%
2018	2.60%	0.00%
2017	2.20%	0.00%
2016	1.51%	0.00%
2015	0.21%	0.00%
2014	1.23%	0.00%
2013	0.17%	0.00%
2012	1.43%	0.00%
2011	0.21%	0.00%